+32.8%
NET vs LII
-28.2%
+61.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.0% |
| 7D | -7.0% | -0.7% | -6.3% | -7.0% |
| 30D | -4.8% | -12.6% | +7.8% | -4.7% |
| 3M | +3.8% | -24.4% | +28.3% | +3.5% |
| 6M | +50.0% | -28.7% | +78.7% | +50.6% |
| YTD | +41.5% | -19.1% | +60.6% | +37.8% |
| 1Y | +32.8% | -29.7% | +62.5% | +34.6% |
| All | +32.8% | -28.2% | +61.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling